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Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market
Engle, Robert F., Ito, Takatoshi, Lin, Wen-LingVolume:
58
Language:
english
Journal:
Econometrica
DOI:
10.2307/2938189
Date:
May, 1990
File:
PDF, 491 KB
english, 1990